Any executable or script files created or renamed by an application that is in the restricted application list will not be automatically trusted. There are many cases that a browser is used as an entry point for a harmful code to enter user's system. As we set the browser as a restricted application, we can prevent the harmful code from running, as the code will not be trusted.I hope this help to explain why the file is not trusted, and do not need to worry about it.

The files are successfully written, but they are not immediately trusted. When there is an execution, if you are in the interactive mode, Application Whitelisting will ask for your permission to run those scripts.